What is Duration de spread?
In this glossary, Duration de spread refers to: A measure of a bond portfolio’s sensitivity to changes in credit spreads; it quantifies the impact of spread changes on the value of the portfolio, holding interest rates constant.
How is Duration de spread used in finance?
In finance communication, this term appears in contexts such as: "Une augmentation de la duration de spread expose le portefeuille à un risque de spread de crédit accru, surtout en période de volatilité."
Why does Duration de spread matter in finance?
Duration de spread matters because it supports clear communication in Investment contexts for Financial Analysts, Bankers, and Traders. It also connects to aviation training and exam language such as CFA, ACCA, and FRM.
Who uses Duration de spread?
Duration de spread is mainly used by Financial Analysts, Bankers, and Traders.
What category does Duration de spread belong to?
In this glossary, Duration de spread is grouped under Investment. Related pages in this category explain adjacent procedures, commands and operational concepts.
Where does this definition come from?
This definition is sourced from CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework and published by Protermify Finance as a static finance reference page.
